+5,259.8%
TPR vs GPN
+2,611.5%
+2,648.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.7% |
| 30D | -23.0% | +5.8% | -28.8% | -25.8% |
| 3M | -12.5% | +37.0% | -49.5% | -26.1% |
| 6M | -21.4% | +20.1% | -41.6% | -30.0% |
| YTD | -3.5% | +20.4% | -23.9% | -15.2% |
| 1Y | +17.4% | +7.4% | +9.9% | +8.5% |
| 3Y | +291.3% | -26.1% | +317.4% | +315.3% |
| 5Y | +241.9% | -38.5% | +280.4% | +283.0% |
| 10Y | +322.7% | +28.4% | +294.3% | +248.9% |
| All | +5,259.8% | +2,611.5% | +2,648.3% | +1,246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling